Anic Equity¶

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Total return since start: 0.556 %¶

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Equity now: -----------------------------> 47524.17 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46128.05 Kr¶

PnL: ---------------------------------------> -760.52 Kr¶

DD now: ---------------------------------> -2.274 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 09:02:38.937457'

Anic Portfolio¶

Today¶

Return: 0.444 %¶

This Week¶

Return: -0.02 %¶

Total¶

Return: 55.582 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.150000 3095.000000 168.000000 5.740000 2927.000000
Beijer Electronics Group 26 0.000000 3083.600000 112.600000 3.790000 2971.000006
HEBA B 70 -0.130000 2730.000000 94.000000 3.570000 2636.000010
SAAB B 8 0.280000 3436.000000 59.000000 1.750000 3377.000000
Corem Property Group B 59 1.350000 619.500000 42.500000 7.370000 576.999999
Norva24 Group 16 -0.280000 574.400000 31.400000 5.780000 543.000000
Samhällsbyggnadsbo. i Norden B 20 1.880000 385.300000 30.300000 8.540000 355.000000
AcadeMedia 12 0.000000 579.360000 22.360000 4.010000 557.000004
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Eastnine 4 -0.310000 508.000000 17.000000 3.460000 491.000000
Intrum 4 0.220000 537.400000 10.400000 1.970000 527.000000
Resurs Holding 22 1.180000 583.220000 9.220000 1.610000 573.999998
OEM International B 7 0.000000 536.200000 8.200000 1.550000 527.999997
HMS Networks 2 -0.930000 680.000000 7.000000 1.040000 673.000000
Swedbank A 3 1.200000 569.700000 5.700000 1.010000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 564.900000 2.900000 0.520000 562.000005
Nordea Bank Abp 29 1.020000 3455.640000 1.640000 0.050000 3453.999992
Coor Service Management Hold. 8 0.680000 533.600000 1.600000 0.300000 532.000000
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Essity B 2 0.420000 573.600000 -0.400000 -0.070000 574.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.590000 243.600000 -2.400000 -0.980000 246.000000
Handelsbanken A 5 0.600000 543.500000 -2.500000 -0.460000 546.000000
Boozt 12 1.550000 1650.000000 -4.000000 -0.240000 1653.999996
Securitas B 6 0.380000 565.920000 -4.080000 -0.720000 570.000000
CTEK 13 0.250000 518.700000 -15.300000 -2.870000 533.999999
Karnov Group 9 0.350000 519.300000 -16.700000 -3.120000 536.000004
Midsona B 63 2.300000 560.700000 -22.300000 -3.830000 582.999984
Sampo Oyj SDB 7 1.020000 3825.500000 -24.500000 -0.640000 3850.000000
Vivesto 1368 2.010000 569.910000 -43.090000 -7.030000 612.999432
International Petroleum Corp. 5 0.740000 542.500000 -52.070000 -8.760000 594.565215
Axfood 13 0.140000 3646.500000 -109.500000 -2.920000 3756.000001
OX2 18 0.060000 1427.400000 -236.600000 -14.220000 1663.999992
Fasadgruppen Group 35 0.000000 3412.500000 -398.500000 -10.460000 3810.999990
Ovzon 52 0.000000 2891.200000 -470.800000 -14.000000 3361.999992
TOTAL 46128.050000 -760.520000 -2.27375% 46888.564618

Updated:¶

'2023-01-20 09:02:51.492182'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶